Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 30,85% | 0,05 CHF | 0,06 CHF | 630 000 | 630 000 | 221 703 | 221 703 | 8 190 CHF | 10 410 CHF | 99,78% | 99,78% |
19/11/2024 | 31,47% | 0,03 CHF | 0,04 CHF | 650 000 | 650 000 | 225 699 | 225 699 | 5 934 CHF | 8 193 CHF | 100,00% | 100,00% |
18/11/2024 | 25,43% | 0,03 CHF | 0,04 CHF | 640 000 | 640 000 | 222 771 | 222 771 | 7 559 CHF | 9 789 CHF | 99,90% | 99,90% |
15/11/2024 | 21,46% | 0,04 CHF | 0,05 CHF | 640 000 | 640 000 | 221 916 | 221 916 | 9 214 CHF | 11 436 CHF | 100,00% | 100,00% |
14/11/2024 | 20,30% | 0,06 CHF | 0,07 CHF | 620 000 | 620 000 | 210 200 | 210 200 | 10 638 CHF | 12 750 CHF | 100,00% | 100,00% |
13/11/2024 | 20,26% | 0,05 CHF | 0,06 CHF | 630 000 | 630 000 | 217 964 | 217 964 | 10 188 CHF | 12 378 CHF | 100,00% | 100,00% |
12/11/2024 | 16,79% | 0,05 CHF | 0,06 CHF | 630 000 | 630 000 | 218 222 | 218 222 | 11 607 CHF | 13 799 CHF | 100,00% | 100,00% |
11/11/2024 | 16,13% | 0,08 CHF | 0,09 CHF | 620 000 | 620 000 | 215 277 | 215 277 | 14 021 CHF | 16 183 CHF | 99,77% | 99,77% |
08/11/2024 | 8,82% | 0,07 CHF | 0,08 CHF | 450 000 | 450 000 | 129 272 | 129 272 | 9 865 CHF | 11 159 CHF | 95,26% | 98,61% |
07/11/2024 | 5,60% | 0,20 CHF | 0,21 CHF | 510 000 | 510 000 | 177 061 | 177 061 | 33 695 CHF | 35 473 CHF | 99,85% | 99,85% |